MATLAB's Optimization Toolbox tackles wide variety of solvers such as linear programming, mixed-integer linear programming, quadratic programming, nonlinear optimization. In this tutorial, we learn how to use simulated annealing to find the minimum of a function. The test function is the well known Rosenbrock function.
Fig.1. Two dimensional Rosenbrock function along x-y plane.
It is easiest to start with the
tutorial command. In the command prompt, type
$ tutorial tutorial-matlab-SimulatedAnnealing # Copies input and script files to the directory tutorial-matlab-SimulatedAnnealing.
This will create a directory
tutorial-matlab-SimulatedAnnealing. Inside the directory, you will see the following files
SA_Opt.m # matlab script - simulated annealing optimization of the function `simple_objective.m` simple_objective.m # matlab script - defines the actual objective function SA_Opt # matlab compiled binary SA_Opt.submit # Condor job description file SA_Opt.sh # Executable file Log/ # Directory to copy standard output, error and log files from condor jobs.
MATLAB script - Objective function
Lets take a look at the objective function that takes an argument of an array x. The size of the array is two.
function y = simple_objective(x) y = (1-x(1))^2 + 100*(x(2)-x(1)^2)^2;
The objective function is defined in the matlab file
MATLAB script - Optimization
The simulated annealing script calls the objective function and optimizes via
%Simulated Annealing optimization of a given function function SA_Optimization(fnumber) filenumber = num2str(fnumber); outfilename = sprintf ( '%s%s%s', 'rosen-sa-opt', filenumber, '.dat' ); fileID = fopen(outfilename,'w'); ObjectiveFunction = @simple_objective; rng('shuffle'); for n = 1:1:5 rx = rand(1:2)*100.0; X0 = [2.0 2.0] + rx; % Starting point [x,fval,exitFlag,output] = simulannealbnd(ObjectiveFunction,X0) % fprintf(fileID,'f= %12.6f x= %9.5f y= %9.5f x0= %9.5f y0=%9.5f\n', fval, x, X0 ); end fclose(fileID);
In the above script, the optimization is repeated for five times with random initial conditions.
MATLAB runtime execution
As mentioned in the [lesson on basics of MATLAB compilation] (https://support.opensciencegrid.org/support/solutions/articles/5000660751-basics-of-compiled-matlab-applications-hello-world-example), we need to compile the matlab script on a machine with license. At present, we don't have license for matlab on OSG-Conect. On a
machine with matlab license, invoke the compiler
mcc. It is important to turn off all
graphical options (-nodisplay), disable Java (-nojvm), and instruct MATLAB to run this
program as a single-threaded application (-singleCompThread). The flag -m means
c language translation during compilation.
mcc -m -R -singleCompThread -R -nodisplay -R -nojvm SA_Opt.m
would produce the files:
SA_Opt, run_SA_Opt.sh, mccExcludedFiles.log and readme.txt. The file
is the compiled binary file that we would like to run on OSG Connect.
Job execution and submission files
Let us take a look at
Universe = vanilla # One OSG Connect vanilla, the prefered job universe is "vanilla" Executable = SA_Opt.sh # Job execution file which is transfered to worker machine Arguments = $(Process) # process ID passed as an argument transfer_input_files = SA_Opt # list of file(s) need be transfered to the remote worker machine Output = Log/job.$(Process).out⋅ # standard ouput Error = Log/job.$(Process).err # standard error Log = Log/job.$(Process).log # log information about job execution requirements = HAS_MODULES == True queue 10 # Submit 10 jobs
The above job description instructs condor to submit 10 jobs. Each job would start with different random intial conditions.
The executable is a wrapper⋅ script
#!/bin/bash⋅ source /cvmfs/oasis.opensciencegrid.org/osg/modules/lmod/current/init/bash module load matlab/2014b chmod +x SA_Opt ./SA_Opt $1
that loads the module
matlab/2014b and executes the MATLAB compiled binary
SA_Opt. The only required
argument is a numerical⋅label that would be attached with the name of the output file.
We submit the job using
condor_submit command as follows
$ condor_submit SA_Opt.submit //Submit the condor job description file "SA_Opt.submit"
Now you have submitted an ensemble of 10 jobs. The jobs should be finished quickly (less than an hour). You can check the status of the submitted job by using the
condor_q command as follows
$ condor_q username # The status of the job is printed on the screen. Here, username is your login name.
Each job produce rosen-sa-opt$(Process).dat file, where $(Process) is the process ID that runs from 0 to 9.
After all jobs finished, we want to gather the output data. The script
post-script.bash gathers the
output values and numerically sort them according to function values.
This page was updated on Nov 11, 2019 at 23:00 from tutorials/tutorial-matlab-SimulatedAnnealing/README.md.